An abstract principle is introduced, aimed at proving that classes of optimization problems are typically well posed in the sense that the collection of ill-posed problems within each class is a-porous. As a consequence, we establish typical well-posedness in the above sense for unconstrained minimization of certain classes of functions (e.g., convex and quasi-convex continuous), as well as of convex programming with inequality constraints. We conclude the paper by showing that the collection of consistent ill-posed problems of quadratic programming of any fixed size has Lebesgue measure zero in the corresponding Euclidean space
Almost every convex or quadratic problem is well posed
LUCCHETTI, ROBERTO;
2004-01-01
Abstract
An abstract principle is introduced, aimed at proving that classes of optimization problems are typically well posed in the sense that the collection of ill-posed problems within each class is a-porous. As a consequence, we establish typical well-posedness in the above sense for unconstrained minimization of certain classes of functions (e.g., convex and quasi-convex continuous), as well as of convex programming with inequality constraints. We conclude the paper by showing that the collection of consistent ill-posed problems of quadratic programming of any fixed size has Lebesgue measure zero in the corresponding Euclidean spaceFile | Dimensione | Formato | |
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